Like everything else in the world, it depends. If you need a specific environment which is non-standard, and needs to be set up properly to do tests, you may just need 1 test to ensure the data loads, and then provide examples of how to use the module. (It's amazing to me anyway how adjusting the documentation breaks things.) Otherwise, it's a good idea to write tests when a lot of people will be using the code. The only other gotcha I've come across is in emergency situations and you need an application 'now', then you may skip the testing to get the capability working, and then go back and ensure that you have valid tests for the code you wrote...